Aiwendil:
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It appears not only unlikely that Frodo will escape; it appears hopeless. He is alone across the ford from the Nazgul. He cannot outrun them and he knows no reason that they should not be able to simply cross the river and reach him. He is saved by something totally unexpected - the power of Elrond over the river. It's not a huge climax, but it fits Tolkien's usual climactic structure perfectly.
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Very nice point made about the structure. You get that structure throughout the story I believe. As one example, the end of the book, the destruction of the ring. Frodo fails, he decides to keep the ring for himself, and then it ends up in the hands of Gollum, and then everyone is thinking sure as heck ain't gonna be destroyed now. Well in all stories it eventually would but right now you are thinking theres still a lot of pages to go, wonder what will happen. Then something no one expects happens, some very "unusual," Gollum in all his joy slips and falls into Mount Doom.
Another point of Tolkien's structure and I wish I could draw a picture of it. But anyway...
Ok, start out, many small problems start happening, which causes our interest to be hightened. So now the "storyline" rises, and keeps rising until the highest point the "climax." Then there is the solution to the climax, and the "storyline" falls. But then another small problem/task occurs in the shire so there is a short rise at the end to catch our attention. That rise/fall after the climax is what is referred to as a "denuement" (spelling? its a stupid french term). Something that isn't very common amongst writes, most "storylines" end at the highest point, the climax then the solution. But, there are a few writers who will end their story with the slight rise in the end.